+3,759.0%
FIX vs HSY
+131.3%
+3,627.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.8% |
| 7D | +6.4% | +1.1% | +5.3% | +6.1% |
| 30D | -29.1% | +7.7% | -36.8% | -30.5% |
| 3M | -31.1% | -2.3% | -28.9% | -31.1% |
| 6M | -42.8% | -5.3% | -37.5% | -42.8% |
| YTD | +24.6% | -0.9% | +25.5% | +22.7% |
| 1Y | +21.9% | +5.2% | +16.7% | +18.0% |
| 3Y | +524.9% | +0.7% | +524.2% | +486.0% |
| 5Y | +1,092.2% | +12.2% | +1,080.0% | +935.6% |
| 10Y | +3,759.0% | +131.1% | +3,627.9% | +2,371.1% |
| All | +3,759.0% | +131.3% | +3,627.8% | +2,371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling